positive definite vs positive semi definite matrices

From: patem
Affiliation:
Address: patem@rediffmail.com
Date: 1/24/2002
Time: 2:24:36 PM

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Choleskey Decomposition(for simulating correlated normal random variables) is effecient when Covariance Matrix is positive definite and not applicable for positive semi-definite matrices. What is the difference between Positive definite and Positive Semi-definite matrices? Thanks a lot...